BTCUSDT breakeven heatmaps
Win rate (x) vs average loss size / "move size" (y) vs expectancy (color). Each panel fixes a reward:risk ratio R = avg win / avg loss.
5min hold · taker_only · funding: off · C=0.1100%
5min hold · taker_only · funding: expected · C=0.1101%
5min hold · fifty_fifty · funding: off · C=0.0750%
5min hold · fifty_fifty · funding: expected · C=0.0751%
5min hold · maker_only · funding: off · C=0.0400%
5min hold · maker_only · funding: expected · C=0.0401%
1H hold · taker_only · funding: off · C=0.1100%
1H hold · taker_only · funding: expected · C=0.1110%
1H hold · fifty_fifty · funding: off · C=0.0750%
1H hold · fifty_fifty · funding: expected · C=0.0760%
1H hold · maker_only · funding: off · C=0.0400%
1H hold · maker_only · funding: expected · C=0.0410%
4H hold · taker_only · funding: off · C=0.1100%
4H hold · taker_only · funding: expected · C=0.1140%
4H hold · fifty_fifty · funding: off · C=0.0750%
4H hold · fifty_fifty · funding: expected · C=0.0790%
4H hold · maker_only · funding: off · C=0.0400%
4H hold · maker_only · funding: expected · C=0.0440%
1D hold · taker_only · funding: expected · C=0.1338%
1D hold · fifty_fifty · funding: expected · C=0.0989%
1D hold · maker_only · funding: expected · C=0.0639%
3D hold · taker_only · funding: expected · C=0.1816%
3D hold · fifty_fifty · funding: expected · C=0.1466%
3D hold · maker_only · funding: expected · C=0.1116%